CME Canadian Dollar Future March 2018

Trading Metrics calculated at close of trading on 09-Feb-2018

Day Change Summary
	Previous	Current
	08-Feb-2018	09-Feb-2018	Change	Change %	Previous Week
Open	0.7956	0.7942	-0.0014	-0.2%	0.8038
High	0.7974	0.7965	-0.0009	-0.1%	0.8070
Low	0.7930	0.7881	-0.0050	-0.6%	0.7881
Close	0.7947	0.7931	-0.0016	-0.2%	0.7931
Range	0.0044	0.0084	0.0041	93.1%	0.0190
ATR	0.0062	0.0063	0.0002	2.6%	0.0000
Volume	107,309	131,444	24,135	22.5%	543,717

Daily Pivots for day following 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8177	0.8138	0.7977
R3	0.8093	0.8054	0.7954
R2	0.8009	0.8009	0.7946
R1	0.7970	0.7970	0.7939	0.7948
PP	0.7925	0.7925	0.7925	0.7914
S1	0.7886	0.7886	0.7923	0.7864
S2	0.7841	0.7841	0.7916
S3	0.7757	0.7802	0.7908
S4	0.7673	0.7718	0.7885

Weekly Pivots for week ending 09-Feb-2018
	Classic	Woodie	Camarilla	DeMark
R4	0.8529	0.8420	0.8035
R3	0.8340	0.8230	0.7983
R2	0.8150	0.8150	0.7966
R1	0.8041	0.8041	0.7948	0.8001
PP	0.7961	0.7961	0.7961	0.7941
S1	0.7851	0.7851	0.7914	0.7811
S2	0.7771	0.7771	0.7896
S3	0.7582	0.7662	0.7879
S4	0.7392	0.7472	0.7827

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8070	0.7881	0.0190	2.4%	0.0065	0.8%	27%	False	True	108,743
10	0.8168	0.7881	0.0288	3.6%	0.0064	0.8%	18%	False	True	96,895
20	0.8168	0.7881	0.0288	3.6%	0.0064	0.8%	18%	False	True	91,722
40	0.8168	0.7753	0.0416	5.2%	0.0061	0.8%	43%	False	False	79,564
60	0.8168	0.7753	0.0416	5.2%	0.0057	0.7%	43%	False	False	54,412
80	0.8168	0.7753	0.0416	5.2%	0.0055	0.7%	43%	False	False	40,850
100	0.8200	0.7753	0.0448	5.6%	0.0053	0.7%	40%	False	False	32,698

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8322
2.618	0.8184
1.618	0.8100
1.000	0.8049
0.618	0.8016
HIGH	0.7965
0.618	0.7932
0.500	0.7923
0.382	0.7913
LOW	0.7881
0.618	0.7829
1.000	0.7796
1.618	0.7745
2.618	0.7661
4.250	0.7523

Fisher Pivots for day following 09-Feb-2018
Pivot	1 day	3 day
R1	0.7928	0.7943
PP	0.7925	0.7939
S1	0.7923	0.7935

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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